Easiest way to populate a temp table with dates between and including 2 date parameters

This works even if the @StartDate is not the first of the month. I'm assuming that if it's not the start of the month, you want to begin with the first of the next month. Otherwise remove the +1.:

;WITH cte AS (
SELECT CASE WHEN DATEPART(Day,@StartDate) = 1 THEN @StartDate 
            ELSE DATEADD(Month,DATEDIFF(Month,0,@StartDate)+1,0) END AS myDate
UNION ALL
SELECT DATEADD(Month,1,myDate)
FROM cte
WHERE DATEADD(Month,1,myDate) <=  @EndDate
)
SELECT myDate
FROM cte
OPTION (MAXRECURSION 0)

declare @StartDate date = '2014-01-01';
declare @EndDate date = '2014-05-05';

;WITH cte AS (
    SELECT @StartDate AS myDate
    UNION ALL
    SELECT DATEADD(day,1,myDate) as myDate
    FROM cte
    WHERE DATEADD(day,1,myDate) <=  @EndDate
)
SELECT myDate
FROM cte
OPTION (MAXRECURSION 0)